论文标题
预测澳大利亚亚国家年龄特定的死亡率
Forecasting Australian subnational age-specific mortality rates
论文作者
论文摘要
在建模次国家死亡率时，重要的是要将任何可能的相关性纳入子选举中，以提高预测准确性。此外，在国家层面上的预测应始终如一地在国家一级的预测中汇总。在这项研究中，我们将分组的多元功能时间序列应用于预测澳大利亚区域和远程年龄特异性死亡率，并使用各种方法在组结构中进行调和预测。我们提出的方法通过将一步型预测与五步预测的准确性进行比较，与分组的单变量功能时间序列预测方法进行了比较。因此，我们证明了具有相似死亡模式的亚种群的联合建模可以提高点的预测准确性。
When modeling sub-national mortality rates, it is important to incorporate any possible correlation among sub-populations to improve forecast accuracy. Moreover, forecasts at the sub-national level should aggregate consistently across the forecasts at the national level. In this study, we apply a grouped multivariate functional time series to forecast Australian regional and remote age-specific mortality rates and reconcile forecasts in a group structure using various methods. Our proposed method compares favorably to a grouped univariate functional time series forecasting method by comparing one-step-ahead to five-step-ahead point forecast accuracy. Thus, we demonstrate that joint modeling of sub-populations with similar mortality patterns can improve point forecast accuracy.
